Xbox Music, Nokia Music, and every third-party music player I could find in the Windows Phone Store all have the same problem: none of them recognize albums having multiple discs. So, if you want to play through an album, you're given a list of track 1, 1, 2, 2, 3, 3... And to fix it, you'd have to manually compile a playlist. This seems totally absurd to me.

And yet, while multiple people on different forums around the web have mentioned this, NONE of them have mentioned any app that brings a solution. Is that really possible?

One thing I've noticed is that multi-disc albums when matched against the store in X-Box Music on Windows 8, it sequentially numbers the tracks on the later discs after the first, so it'll go 1,2,3...18,19 for disc 1, and then pick from 20,21...
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Rowland Shaw♦Apr 3 '14 at 10:23